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Revision 562 - (download) (annotate)
Thu Aug 9 09:21:21 2012 UTC (7 years ago) by maarten
File size: 9031 byte(s)
fixed bugs in handling of missing data, to be released as version 1.2-1
Changes in depmixS4 version 1.2-1

  o Fixed a bug in handling of missing values for mix models

Changes in depmixS4 version 1.2-0

Major changes
  o Missing values for responses are now allowed. Note that missing values 
	in covariates will cause errors. 
Changes in depmixS4 version 1.1-0
  Major changes
  o The main loop computing the forward and backward variables for use in 
    the EM algorithm is now implemented in C. Depending on model specifics 
    this results in a 2-4 fold speed increase when fitting models.

  o The Changes for each release (in the NEWS file) is now split into two 
    sections: Major and Minor changes.

  o Added several examples on the ?responses page (Poisson change point
    model, similar model with a single multinomial response) and the 
    ?depmix page (model for S&P 500 returns; thanks to Chen Haibo for
    sending this). 

  Minor changes
  o Corrected a typo in the vignette in Equation 1; the first occurrence 
    of S read S_t instead of S_1 (thanks to Peng Yu for reporting this).

  o Added a sensible error message when the data contains missings (depmixS4 
    can not handle missing data yet). 

  o Fixed a bug in the relative stopping criterion for EM (which resulted 
    in immediate indication of convergence for positive log likelihoods; 
    thanks to Chen Haibo for sending the S&P 500 example which brought out
    this problem).

  o Function forwardbackward now has a useC argument to determine whether 
    C code is used, the default, or not (the R code is mostly left in place
    for easy debugging). 
  o Added a fix for models without covariates/intercepts. In responseGLM 
    and responseMVN the function setpars now exits when length(value) == 0. 
    In setpars.depmix, a check is added whether npar > 0.

Changes in depmixS4 version 1.0-4

  o Added examples of the use of ntimes argument on ?depmix and ?fit 
    help pages using the ?speed data (which now has the full reference
    to the accompanying publication). 

  o Using nobs generic from stats/stats4 rather than defining them 
    anew (which gave clashes with other packages that did the same).

  o Fixed a bug in simulation of gaussian response model, which was 
    returning NaNs due to an error in assignment of the sd parameter
   (introduced in version x). Thanks to Jeffrey Arnold for reporting
   this (bug #1365). 

Changes in depmixS4 version 1.0-3

  o Using AIC/BIC/logLik generics from stats/stats4 rather than 
    defining them anew (which gave clashes with other packages that did 
    the same).

Changes in depmixS4 version 1.0-2

  o fixed a bug in simulation of binomial response model data (the response
    consists of the number of successes, and the number of failures; in 
    simulation, the number of failures was an exact copy of the number of

  o added a meaningful error message in the EM algorithm for lca/mixture 
    models in case the initial log likelihood is NA (thanks to Matthias
    Ihrke for pointing this out). 

Changes in depmixS4 version 1.0-1

  o minor changes in documentation to conform to R 2.12.0 standards. 

  o fixed a bug concerning random start values (the argument to specify
    this was not passed to the EM algorithm and hence was completely 
    ineffective ...). 

  o changed the emcontrol argument to the fit function; it now calls 
    a function em.control which returns the list of control parameters, which
    now also includes maxit, the max number of iterations of the EM algorithm. 
    This makes future additions to EM control parameters easier. 

  o random parameter initialization is now the default when using EM 
    to fit models. 
  o fixed a bug in multinomial models with n>1; the parameters are now 
    normalized such that they sum to unity (this bug was introduced in 
    version 0.9-0 in multinomial models with identity link). 

  o added an error message for multinomial response models with n>1 and 
    link='mlogit' as this case is not handled; n>1 multinomial can use the
    'identity' link function. 

Changes in depmixS4 version 1.0-0

  o added a vignette to the package and upped the version number 1.0-0 to 
    celebrate publication in the Journal of Statistical Software. 

Changes in depmixS4 version 0.9-1

  o fixed a bug in setting the lower and upper bounds for GLMresponse
    models (the number of bounds was wrong for models with covariates/
    predictors; these bounds are only used in constrained optimization in
    which case they produced an error immediately; in EM optimization these
    bounds are not used).

Changes in depmixS4 version 0.9-0

  o added optimization using Rsolnp, which can be invoked by using 
    method="rsolnp" in calling fit on (dep-)mix objects. Note that 
    this is meant for fitting models with additional constraints. 
    Method="rsolnp" is now the default when fitting constrained 
    models, method="donlp" is still supported. 

  o added documentation for control arguments that can be passed to 
    em algorithm, particularly for controlling the tolerance in 

  o added multinomial models with identity link for transition and prior 
    probabilities. These are now the default when no covariates are 

  o added bounds and constraints for multinomial identity models such
    that these constraints are satisfied when fitting models with
    method="rsolnp" or "donlp".  Also, variance and sd parameters in
    gaussian and multivariate normal models are given bounds to prevent
    warnings and errors in optimization of such models using rsolnp or 

  o added option to generate starting values as part of the EM 

  o fixed a bug in multinomial response models with n>1; the response for
    these models can be specified as a k-column matrix with the number of
    observed responses for each category; the loglikelihood for these
    models in which there was more than 1 observation per row was
    incorrect; note that such models may lead to some numerical
    instabilities when n is large.

Changes in depmixS4 version 0.3-0
  o added multinomial response function with identity link (no covariates
    allowed in such a model); useful when (many) boundary values occur; 
    currently no constraints are used for such models, and hence only EM
    can be used for optimization, or alternatively, if and when Rdonlp2
    is used, sum constraints need to be added when fitting the model.
    See ?GLMresponse for details. 

  o added an example of how to specify a model with multivariate normal
    responses (and fixed a bug in MVNresponse that prevented such models
    from being specified in the first place). See ?makeDepmix for an 

Changes in depmixS4 version 0.2-2

  o fixed a warning produced when specifying conrows.upper and .lower in
    the fit function

  o added error message in case the initial log likelihood is infeasible

  o fixed a bug in the fit function for multinomial response models with 
    covariates (thanks to Gilles Dutilh for spotting this)

Changes in depmixS4 version 0.2-1

  o fixed a bug in the Viterbi algorithm used to compute posterior states
    (this bug was introduced in version 0.2-0)
  o restructured test files somewhat

  o fixed a bug in the use of the conrows argument in the fit function (a 
    missing drop=FALSE statement)

  o updated help files for mix classes

  o fixed a bug in setting the starting values of regression coefficients in 
    prior and transInit models with covariates (thanks to Verena Schmittmann 
    for reporting this)

  o added newx argument to predict function of transInit objects, to be used
    for predicting probabilities depending on covariates (useful in eg plotting
    transition probabilities as function of a covariate)

  o added example of the use of conrows argument in fitting functions and other 
    minor updates in documentation
Changes in depmixS4 version 0.2-0

  o restructured R and Rd (help) files; added depmixS4 help with a short
    overview of the package and links to appropriate help files
  o added function 'simulate' to generate new data from a (fitted) model
  o added function 'forwardbackward' to access the forward and backward 
    variables as well as the smoothed transition and state variables
  o added new glm distributions: gamma, poisson
  o added multivariate normal distribution
  o freepars now works correctly on both depmix and depmix.fitted objects
  o added function 'nlin' to compute the number of linear constraints in 
    a fitted model object

  o added mix class for mixture and latent class models; the depmix class 
    extends this mix class and adds a transition model to it
  o added help file for makeDepmix to provide full control in specifying 
  o minor changes to make depmixS4 compatible with R 2.7.1

Changes in depmixS4 version 0.1-1

  o adjusted for R 2.7.0

First version released on CRAN: 0.1-0
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